Fury's horse, named Rampage by her, would become her only companion for many millennia as they were isolated together on the desert world that the council had made for Fury. As such the two of them became very close, Fury openly stating her love for the Horse at the games start.

Shortly after Fury's encounter with Wrath, she attempts to summon Rampage to her side, only to find that her steed has been impaled on Angelic weaponry. After being summoned, Rampage quickly falls to the ground. This distracts Fury enough so that Wrath is able to get the upper hand and attacks her, seriously injuring the rider. Fury is still able to defeat Wrath using a broken shard of his sword. After this, Fury is teleported away by the Lord of the Hollow, leaving Rampage's corpse behind.

Vulgrim later remarks that it was most likely Angels who killed Rampage, but Fury quickly berates the demon for even speaking her steed's name.

If you visit the sight of Fury's original battle with Wrath before the fight with Gluttony, you will find Rampage's corpse still there. At this point, Fury remarks that whoever killed her beloved steed will pay in screams.

Later, it is revealed that Gluttony devoured the corpse of Rampage leaving only his head which enrages Fury.

After meeting the angel, Usiel, Fury confronts him on why her steed was slaughtered with angelic weaponry. Usiel admits that while he has no love for the Horseman, he played no part in Rampage's death. Fury is also taunted by Lust, who claims that the angels who killed Rampage were pawns.

While the culprit was never revealed. The Charred Council is the most likely suspect, having rampage killed while planting evidence against the Angels hoping for mutual annihilation between their anointed and the heavenly host.